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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Ikeda, Shin S."
~person:"Watanabe, Toshiaki"
~subject:"realized variance"
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Volatility
realized variance
Analysis of variance
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Estimation theory
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Market microstructure
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Noise Trading
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Noise trading
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Ikeda, Shin S.
Watanabe, Toshiaki
Andreou, Alena
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Fan, Jianqing
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
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2
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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